• 예술인문사회 융합 멀티미디어 논문지
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• 제8권8호
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• pp.845-852
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• 2018

마이어-쉔베르거와 쿠키어(Mayer-Schönberger and Cukier, 이하 MSC)는, 빅 데이터의 세계에서는 인과성보다 상관성이 실용적으로 더 유용하고 효율적이라고 주장한다.[4] 더 나아가, 빅 데이터의 세계에서는 인과성에 토대한 분석이나 예측이 상관성에 토대한 분석이나 예측에 밀려 주목받지 않거나 도태될 것이라 주장한다. 이 글에서 필자는, 상관성이 빅 데이터의 현상을 분석하고 이를 토대로 미래를 예측하는 데에 충분하다는 MSC의 논증들을 비판적으로 검토한다. 2장에서는 빅 데이터의 세계에서 상관성이 우월하다는 MSC의 논증을 소개한다. 3장에서는 상관성은 그 자체만으로 충분히 실용적이고 유용하다는 MSC의 논증을 비판한다. 상관성과 인과성의 차이에 대한 오해를 지적하고 심슨(Simpson) 역설로 그 차이가 왜 중요한지를 보여준다. 4장에서는 빅 데이터 분석에서 인과성이 상관성보다 비효율적이라는 MSC의 논증을 비판한다. 특별히 인과성을 증명하는 수학적 방법이 없다는 주장의 오류를 보여준다. 구조방정식에 토대한 인과 모형의 수학적 이론들을 제시하고, 이들 이론으로 인과성이 빅 데이터 분석에서 매우 유의미하고 유용한 역할을 할 수 있다는 것을 보여준다.

• Nuclear Engineering and Technology
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• 제54권7호
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• pp.2510-2518
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• 2022

The main purpose of collecting and analyzing operating experience events is to look for insights to improve safety. The underlying assumption is the correlation and causality between events with different safety significances. The analysis of this assumption could be valuable to optimize operating experience feedback programs and to enhance safety. This paper analyses the correlation between events with different safety significances. Groups of events from six nuclear energy related databases are considered. The findings are that a correlation exists but with various levels and not as large or consistent as might be expected across different databases. These results might be the basis for further work to analysis causality, to find out how a similarity in causes influences the correlation, and finally to improve the operating experience program.

• Journal of the Korean Data and Information Science Society
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• 제20권4호
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• pp.655-660
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• 2009

최근의 글로벌경제위기 상황에서 국내 금융외환시장이 높은 환율변동을 보이며 불안한 모습을 보이고 있다. 따라서 그 어느 때보다 금리, 환율 등 가격변수들의 움직임 및 이들 간의 관계에 대한 관심이 높다. 본 연구에서는 국내시장을 중심으로 환율, 금리의 추이 및 인과관계에 대하여 연구하였다. 글로벌경제위기 상황에서 원/달러환율, 콜금리의 움직임에서 나타나는 주요 특징을 알아보고, 교차상관분석 및 그랜저 인과관계검정 등을 이용하여 두 변수간의 상호연관관계에 대하여 선도/지연 관계를 중심으로 분석하였다.

• 한국기후변화학회지
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• 제9권2호
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• pp.171-179
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• 2018

The causal relationship between El Nino-Southern Oscillation (ENSO) and winter climate variability in Korea is tested by analyzing Korea Meteorological Administration Automatic Synoptic Observing System datasets for the past 59 years. Consistent with previous studies, positive phase of ENSO (El Nino) tends to cause warmer temperature and heavier precipitation in Korea in early winter with three-week lead time. This causality is quantified by performing Granger causality test. It turns out that ENSO explains an additional 9.25% of the variance of early-winter temperature anomalies in Korea, beyond that already provided by temperature itself. Likewise, 22.18% additional information is gained to explain early-winter precipitation variance by considering ENSO. This result, which differs from simple lead-lag correlation analysis, suggests that ENSO needs to be considered in predicting early-winter surface climate variability in Korea.

• The Journal of Asian Finance, Economics and Business
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• 제3권3호
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• pp.79-91
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• 2016

This paper is the first of its kind using a non-linear approach based on cross-correlation function (CCF) to investigate the information arrival hypothesis in crude palm oil (CPO) futures market. Based on daily data from 1986 to 2010, our empirical results reveal that: First, the volume of volatility is not a proxy of information flow. Second, dependence causality running from current return to future volume in conditional variance exhibit an asymmetric pattern of time span with different signs of correlation between price and volume series. This finding indicates the presence of noise traders' hypothesis of price-volume interaction in CPO futures market. Both findings suggest that this futures market is weak-form inefficiency. In terms of investors' behavior, they tend to change their expectations on current return based on errors made in previous trade in generating abnormal volume in the subsequent period. As implied, it is advisable for the investors devise their future trading strategies according to time span and changes of return.

• 한국정보전자통신기술학회논문지
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• 제12권3호
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• pp.192-200
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• 2019

본 연구에서는 해외직접구매와 해외직접판매와 거시경제변수 간의 인과관계를 도출하고 공적분 검정, 충격반응을 이용하여 인과관계를 실증분석하였다. 실증분석에 이용된 모형은 벡터오차수정모형(vector error correlation model)이고, 거시경제변수인 소비자물가지수, GDP를 이용하였고, 전자상거래변수로는 해외직접구매, 해외직접판매, 온라인쇼핑액을 이용하였다. 실증분석결과에 따르면, 해외직접구매는 소비자물가지수와 인과관계가 있고, GDP는 해외직접판매, 온라인쇼핑액과 각각 인과관계가 있는 것으로 나타났다. VECM의 충격반응분석 결과에 따르면, 해외직접구매는 소비자물가지수와 GDP에는 긍정적인 영향을 미치지만, 해외직접판매는 소비자물가지수와 GDP에 부정적인 영향을 미치는 것으로 나타났다. 그리고 해외직접구매와 해외직접판매 모두 온라인쇼핑액에 부정적인 영향을 미치지만, 해외직접구매가 온라인쇼핑액에 더 큰 부정적인 영향을 미치는 것으로 나타났다.

• The Journal of Asian Finance, Economics and Business
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• 제7권12호
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• pp.677-682
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• 2020

To investigate the nexus between urban population, gross capital formation, and economic growth in the Kingdom of Saudi Arabia, yearly data was collected from the World Bank for the period 1974- 2018. Basic statistics test and correlation matrix was used to investigate the causal effect among the tested parameters, followed by Augmented Dickey-Fuller (ADF) stationary test, co-integration analysis by Johansen test after that Vector Auto-Correction Model for both short-run and long-run and finally the Granger-Causality tests. Result of unit root test analysis shows that the urban population became stationary at I (0) level while economic growth and gross capital formation became stationary at I (1). Johansen co-integration analysis indicates that there is presence of both long-run and short-run relationship between the three variables in the Kingdom of Saudi Arabia. The result of the VECM Model reflects that both economic growth and gross capital formation have a negative impact on urban population in the short run. According to the Granger-Causality tests, there is unidirectional causality with the urban population by both gross capital formation and economic growth. Also, the result of the Granger Causality tests show that there is unidirectional causality between economic growth and gross capital formations.

• 한국환경과학회지
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• 제25권7호
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• pp.937-950
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• 2016

Algal blooming in 4 major rivers introduces substantial impacts to water front activity. Concentrations of algae are increasing at major points along the Geum River. Ecosystem food webs can be affected by algal blooming because blue-green algae release toxic materials. Even though there have been many studies on blue-green algae, its causality to environmental factors has not been completely determined yet. This study analyzed the exclusive correlation between various hydrometeorological, water quality, and hydrologic variables and the cell number of cyanobacteria to understand causality of blue-green algae in the Geum River. A prewhitening process was introduced to remove the autocorrelation structure and periodicity, which is useful to evaluate the effective relationship between two time series.

• 수산경영론집
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• 제46권3호
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• pp.119-127
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• 2015

This study is to analyse the causality and volatility spillover between farming fish species in consumption replacement relation using flatfish(oliver flounder) and rockfish's wholesale market price data from September 2006 to July 2015. For the analysis, VAR(5) model and bivariate asymmetric GARCH-BEKK model are employed. The empirical results of this study are summarized as follows: First, the price volatility of flatfish and rockfish is very large without the trend during the sample period. Second, the correlation coefficient between flatfish and rockfish wholesale markets has positive 0.1059 value. Third, causality relation is unidirectional from rockfish market to flatfish market. Fourth, conditional volatility spillover effect is unidirectional from rockfish market to flatfish market, but asymmetric volatility effect is bidirectional between flatfish and rockfish markets that implies the bad news arising from flatfish wholesale market impact on rockfish market's volatility and the bad news arising from rockfish wholesale market impact on flatfish market's volaltilty. Consequently, based on the thus results, the volatility spillover effect interacts and is bidirectional between flatfish and rockfish wholesale markets.

• 한국경제지리학회지
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• 제16권4호
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• pp.631-646
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• 2013

본 연구는 1990년대 초반과 2000년대 후반 기간 동안을 대상으로 공적분 장기 분석과 시계열 단기 회귀분석을 통해 은행대출과 주택가격 간의 인과성 패턴을 경험적으로 분석한다. 은행대출과 주택가격 간의 동시적인 상관관계가 크지만, 실증 분석 결과는 신용 증가와 은행대출 간의 강력한 상호작용은 주택가격의 변동에 따른 은행대출의 변화에 기인한다는 것을 보여주고 있다. 또한, 2000년대 초 중반에 도입된 LTV와 DTI와 같은 거시 건전성 규제는 금융시장과 부동산시장의 안정화에 크게 기여한 것으로 나타나고 있다.